Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52194.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48071.86 Kr¶

PnL: ---------------------------------------> -860.14 Kr¶

DD now: ---------------------------------> -1.743 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:19:35.026939'

Anic Portfolio¶

Today¶

Return: 0.23 %¶

This Week¶

Return: -0.232 %¶

Total portfolio value¶

Return including deposits: 70.872 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.640000 700.700000 61.700000 9.660000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Biotage 4 0.990000 630.200000 27.200000 4.510000 603.000000
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 0.910000 680.680000 18.680000 2.820000 661.999988
Fortnox 10 1.480000 686.400000 18.400000 2.750000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 4.350000 691.200000 17.200000 2.550000 674.000000
Svolder B 35 -0.240000 2187.500000 8.500000 0.390000 2179.000005
SynAct Pharma 9 -0.680000 653.400000 8.400000 1.300000 645.000003
Addnode Group B 6 -0.320000 757.800000 5.800000 0.770000 751.999998
Sedana Medical 135 4.900000 4336.200000 5.200000 0.120000 4330.999935
NCC B 7 0.110000 657.300000 3.300000 0.500000 653.999997
Latour B 2 -0.930000 447.800000 -1.200000 -0.270000 449.000000
Indutrade 5 -0.790000 1318.000000 -2.000000 -0.150000 1320.000000
Volati 5 -0.350000 571.000000 -3.000000 -0.520000 574.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Nolato B 12 -1.950000 634.800000 -13.200000 -2.040000 648.000000
Investor B 3 -0.690000 644.250000 -13.750000 -2.090000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
Profoto Holding 7 -2.420000 565.600000 -16.400000 -2.820000 581.999999
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 0.830000 2486.080000 -50.920000 -2.010000 2537.000032
Creades A 7 -0.450000 546.350000 -64.650000 -10.580000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Balco Group 39 -1.630000 1770.600000 -104.400000 -5.570000 1874.999997
Investor A 16 -0.920000 3433.600000 -111.400000 -3.140000 3545.000000
New Wave B 40 -0.120000 3755.600000 -160.400000 -4.100000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48071.860000 -860.140000 -1.74259% 48931.999868

Updated:¶

'2023-06-14 16:19:52.681907'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶